-1.4%
TEAM vs ECHO
+45.5%
-46.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -2.4% | +5.7% | -8.1% | -2.6% |
| 30D | -26.7% | +13.8% | -40.5% | -27.0% |
| 3M | -9.6% | +9.1% | -18.7% | -9.9% |
| 6M | +86.0% | -24.9% | +111.0% | +88.2% |
| YTD | -7.5% | -8.0% | +0.5% | -6.8% |
| 1Y | -1.4% | +42.9% | -44.3% | -6.3% |
| All | -1.4% | +45.5% | -46.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling